+203.4%
TGT vs Z
-6.2%
+209.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.6% | -0.7% |
| 7D | -5.0% | -11.6% | +6.5% | -3.3% |
| 30D | +3.0% | -8.5% | +11.5% | +4.3% |
| 3M | +22.6% | -7.9% | +30.5% | +23.7% |
| 6M | +31.2% | -29.1% | +60.3% | +37.1% |
| YTD | +63.7% | -54.2% | +117.9% | +81.6% |
| 1Y | +78.5% | -63.5% | +142.0% | +104.4% |
| 3Y | +40.5% | -38.6% | +79.1% | +46.0% |
| 5Y | -25.6% | -66.0% | +40.4% | -21.5% |
| All | +203.4% | -6.2% | +209.6% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling